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isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of banking & finance"
~subject:"Share price"
~type_genre:"Article in journal"
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Search: subject_exact:"Mikrostrukturanalyse"
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Share price
Market microstructure
107
Marktmikrostruktur
107
Theorie
31
Theory
31
Börsenkurs
30
Securities trading
30
Wertpapierhandel
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Frijns, Bart
3
Piccotti, Louis R.
3
Tourani Rad, Alireza
3
Gilbert, Aaron
2
Jiang, George J.
2
Shraiber, Bentsi
2
Aldrich, Eric M.
1
Amaya, Diego
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Anderson, Robert M.
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Bu, Ruijun
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Cartea, Álvaro
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Cenesizoglu, Tolga
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Chen, Linda H.
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Chen, Yu-lun
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Cox, Justin
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De Rossi, Giuliano
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Dijk, Dick van
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Dionne, Georges
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Eom, Kyong Shik
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Filbien, Jean-Yves
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Gau, Yin-feng
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Hahn, Sang Buhm
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Ibikunle, Gbenga
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Lee, Seung
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Nguyen, Huong Giang
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Okou, Cédric
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Journal of empirical finance
Journal of banking & finance
Quantitative finance
29
Pacific-Basin finance journal
22
Journal of financial markets
21
Journal of financial economics
18
Market microstructure and liquidity
18
Journal of econometrics
17
International review of financial analysis
16
The financial review : the official publication of the Eastern Finance Association
11
Finance research letters
10
Journal of economic dynamics & control
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The review of financial studies
10
Journal of international financial markets, institutions & money
9
Review of quantitative finance and accounting
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
8
Applied mathematical finance
7
International journal of theoretical and applied finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International review of economics & finance : IREF
6
The European journal of finance
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Asia-Pacific journal of financial studies
5
Emerging markets review
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Applied economics
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European financial management : the journal of the European Financial Management Association
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International journal of finance & economics : IJFE
4
Journal of economic behavior & organization : JEBO
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Journal of economic theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Symposium on market microstructure
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The journal of futures markets
4
Computational economics
3
Journal of economic interaction and coordination : JEIC
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Journal of economics and finance
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Journal of financial econometrics
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ECONIS (ZBW)
30
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1
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
2
COVID-19 and market structure dynamics
Cox, Justin
;
Woods, Donovan
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248224
Saved in:
3
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
Saved in:
4
The shift from active to passive and its effect on intraday stock dynamics
De Rossi, Giuliano
;
Steliaros, Michael
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013531060
Saved in:
5
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
6
Strategic trade when securitized portfolio values are unknown
Piccotti, Louis R.
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012489199
Saved in:
7
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
8
Ultra-fast activity and intraday market quality
Cartea, Álvaro
;
Payne, Richard
;
Penalva, José
;
Tapia, …
- In:
Journal of banking & finance
99
(
2019
),
pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
Saved in:
9
Relative spread and price discovery
Aldrich, Eric M.
;
Lee, Seung
- In:
Journal of empirical finance
48
(
2018
),
pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
Saved in:
10
Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga
- In:
Journal of empirical finance
49
(
2018
),
pp. 178-200
Persistent link: https://www.econbiz.de/10012117739
Saved in:
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